+1,621.9%
VLO vs EXPE
+727.6%
+894.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | +0.1% |
| 7D | -13.3% | -9.3% | -4.0% | -11.4% |
| 30D | -18.3% | +0.1% | -18.5% | -19.3% |
| 3M | +14.3% | -15.3% | +29.7% | +18.1% |
| 6M | +47.6% | +5.5% | +42.2% | +40.2% |
| YTD | +116.0% | -8.0% | +123.9% | +109.0% |
| 1Y | +101.0% | +18.9% | +82.1% | +76.9% |
| 3Y | +199.0% | +135.5% | +63.5% | +98.3% |
| 5Y | +419.0% | +44.3% | +374.8% | +277.2% |
| 10Y | +778.2% | +117.7% | +660.5% | +404.5% |
| All | +1,621.9% | +727.6% | +894.3% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling